4.5 Article

Bond return predictability: Evidence from 25 OECD countries

Related references

Note: Only part of the references are listed.
Article Business

The Response of the Stock Market to the Announcement of Global Pandemic

Min Liu et al.

EMERGING MARKETS FINANCE AND TRADE (2020)

Article Economics

Japanese currency and stock market-What happened during the COVID-19 pandemic?

Paresh Kumar Narayan et al.

ECONOMIC ANALYSIS AND POLICY (2020)

Article Business

Country Responses and the Reaction of the Stock Market to COVID-19-a Preliminary Exposition

Dinh Hoang Bach Phan et al.

EMERGING MARKETS FINANCE AND TRADE (2020)

Article Business

Constructing a Global Fear Index for the COVID-19 Pandemic

Afees A. Salisu et al.

EMERGING MARKETS FINANCE AND TRADE (2020)

Article Business

How Does COVID-19 Affect China's Insurance Market?

Yating Wang et al.

EMERGING MARKETS FINANCE AND TRADE (2020)

Article Business

Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19

Conghui Chen et al.

EMERGING MARKETS FINANCE AND TRADE (2020)

Article Business

COVID-19 and Air Quality: Evidence from China

Wen Ming et al.

EMERGING MARKETS FINANCE AND TRADE (2020)

Article Business

The Impact of the COVID-19 Pandemic on Firm Performance

Huayu Shen et al.

EMERGING MARKETS FINANCE AND TRADE (2020)

Article Business, Finance

Sovereign bond return prediction with realized higher moments

Harald Kinateder et al.

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2019)

Article Business

Time-Varying Comovement of Chinese Stock and Government Bond Markets: Flight to Safe Haven

Hyunchul Lee et al.

EMERGING MARKETS FINANCE AND TRADE (2019)

Article Business, Finance

Is stock return predictability time-varying?

Neluka Devpura et al.

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2018)

Article Business, Finance

Firm-specific stock and bond predictability: New evidence from Canada

N. Cao et al.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2017)

Article Business, Finance

How do bond, equity and commodity cycles interact?

Paresh Kumar Narayan et al.

FINANCE RESEARCH LETTERS (2017)

Article Economics

Testing for Predictability in panels with General Predictors

Joakim Westerlund et al.

JOURNAL OF APPLIED ECONOMETRICS (2017)

Article Business

An Empirical Investigation of Eastern European Bond Markets

Jinghua Wang et al.

EMERGING MARKETS FINANCE AND TRADE (2017)

Article Economics

Can consumer price index predict gold price returns?

Susan Sunila Sharma

ECONOMIC MODELLING (2016)

Article Business

Predictability of Emerging Market Local Currency Bond Risk Premia

Vedat Akgiray et al.

EMERGING MARKETS FINANCE AND TRADE (2016)

Article Business, Finance

The economic value of predicting bond risk premia

Lucio Sarno et al.

JOURNAL OF EMPIRICAL FINANCE (2016)

Article Business, Finance

Are Indian stock returns predictable?

Paresh Kumar Narayan et al.

JOURNAL OF BANKING & FINANCE (2015)

Article Business, Finance

Testing for Predictability in Conditionally Heteroskedastic Stock Returns

Joakim Westerlund et al.

JOURNAL OF FINANCIAL ECONOMETRICS (2015)

Article Economics

Has oil price predicted stock returns for over a century?

Paresh Kumar Narayan et al.

ENERGY ECONOMICS (2015)

Article Business, Finance

Quantiles of the realized stock-bond correlation and links to the macroeconomy

Nektarios Aslanidis et al.

JOURNAL OF EMPIRICAL FINANCE (2014)

Article Business, Finance

Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective

Daniel L. Thornton et al.

REVIEW OF FINANCIAL STUDIES (2012)

Article Business, Finance

What does futures market interest tell us about the macroeconomy and asset prices?

Harrison Hong et al.

JOURNAL OF FINANCIAL ECONOMICS (2012)

Article Business, Finance

New evidence on oil price and firm returns

Paresh Kumar Narayan et al.

JOURNAL OF BANKING & FINANCE (2011)

Article Business, Finance

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Dirk G. Baur et al.

FINANCIAL REVIEW (2010)

Article Business, Finance

Macro Factors in Bond Risk Premia

Sydney C. Ludvigson et al.

REVIEW OF FINANCIAL STUDIES (2009)

Article Economics

Non-linear predictability in stock and bond returns: When and where is it exploitable?

Massimo Guidolin et al.

INTERNATIONAL JOURNAL OF FORECASTING (2009)

Article Business, Finance

Predicting excess stock returns out of sample: Can anything beat the historical average?

John Y. Campbell et al.

REVIEW OF FINANCIAL STUDIES (2008)

Article Business, Finance

A comprehensive look at the empirical performance of equity premium prediction

Ivo Welch et al.

REVIEW OF FINANCIAL STUDIES (2008)

Article Business

Bond premium in Turkey -: Inflation risk or default risk?

E Basçi et al.

EMERGING MARKETS FINANCE AND TRADE (2005)

Article Economics

Bond risk premia

JH Cochrane et al.

AMERICAN ECONOMIC REVIEW (2005)

Article Business, Finance

Stock market uncertainty and the stock-bond return relation

R Connolly et al.

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2005)

Article Economics

Tests of equal forecast accuracy and encompassing for nested models

TE Clark et al.

JOURNAL OF ECONOMETRICS (2001)

Article Business, Finance

Unit root tests for panel data

I Choi

JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2001)